題組內容

3. (30%) Let X₁, X₂, ..., Xₙ be a random sample from Bernoulli(p). Define R(p, δ(X)) = Eₚ[(δ(X) - p)²] (the Mean-Square Error).
(d) Consider three estimators

$$\hat{p}_U = \text{UMVUE found in (b)},$$

$\hat{p}_B$ = the posterior mean with constant risk found in (c-iii),

and

$$\hat{p}T = \begin{cases} \hat{p}U \text{ with probability } \frac{n}{n+1}, \\ 1/2 \text{ with probability } \frac{1}{n+1}. \end{cases}$$



(d-i) \( (3\%) \) Find \( \sup{p\in (0,1)}R(p,\hat{p}U) \) \( \sup{p\in (0,1)}R(p,\hat{p}B) \) , and \( \sup{p\in (0,1)}R(p,\hat{p}T) \) for a fixed \( n \)